+4.7%
ROL vs IONS
-36.9%
+41.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +2.3% |
| 7D | +3.0% | -26.3% | +29.3% | +4.1% |
| 30D | +19.8% | -31.9% | +51.7% | +21.6% |
| 3M | +7.9% | -48.0% | +55.9% | +11.1% |
| 6M | -25.6% | -62.6% | +36.9% | -22.1% |
| YTD | -34.1% | -63.3% | +29.1% | -31.0% |
| 1Y | -31.4% | -58.4% | +27.0% | -28.5% |
| 3Y | +4.7% | -38.2% | +42.9% | +5.4% |
| All | +4.7% | -36.9% | +41.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling